I went through a polenta tear in the mid-90s (right about the same time as my risotto fling) and found that brushing the sides of the polenta before any kind of cooking (grilling, pan frying or even baking) helped crisp the sides up. But a little cheese in the mix helps too.

There's a lovely post over at Orangette which echoes come other posters love for Judy Rodgers take on polenta . . .

http://orangette.blogspot.com/

Now I am longing to make it again, maybe even as part of the Easter Supper . . .

bjt